+1,751.5%
CLS vs EXR
+215.3%
+1,536.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.6% | +7.2% | +7.7% |
| 7D | -10.6% | +2.7% | -13.2% | -11.1% |
| 30D | -38.4% | +18.9% | -57.4% | -41.0% |
| 3M | -29.9% | +8.4% | -38.2% | -31.3% |
| 6M | -40.6% | +14.3% | -55.0% | -43.0% |
| YTD | -24.6% | +27.2% | -51.8% | -29.9% |
| 1Y | -30.8% | +25.9% | -56.7% | -35.5% |
| 3Y | +811.7% | +54.6% | +757.1% | +674.1% |
| 5Y | +1,838.4% | -0.6% | +1,839.0% | +1,752.4% |
| 10Y | +1,751.5% | +208.5% | +1,543.0% | +1,402.2% |
| All | +1,751.5% | +215.3% | +1,536.2% | +1,402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling